I mean, what should one do if he/she has a master OpenLDAP and several
slaves, and want to create another slave?

So far I was doing it more or less like this:

1) stopping OpenLDAP on the master,
2) tarring/bzipping /var/lib/ldap to ldap.tar.bz2,
3) adding a new replica to the slapd.conf on the master
4) scp-copying ldap.tar.bz2 to a new slave
5) uncompressing ldap.tar.bz2 to /var/lib/ldap on a new slave
6) starting OpenLDAP on the master
7) starting OpenLDAP on a new slave

Which works perfectly, but I feel it's not just a "right way" (it would
perhaps fail if OpenLDAP/database versions differ too much).